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ISNGX vs. INGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISNGX vs. INGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Solution 2030 Portfolio (ISNGX) and Voya U.S. Stock Index Portfolio (INGIX). The values are adjusted to include any dividend payments, if applicable.

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ISNGX vs. INGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISNGX
Voya Solution 2030 Portfolio
-3.37%14.59%10.56%15.86%-17.50%12.81%14.64%20.59%-6.96%17.87%
INGIX
Voya U.S. Stock Index Portfolio
-7.12%15.88%24.71%26.04%-18.40%28.33%18.07%31.15%-4.62%21.49%

Returns By Period

In the year-to-date period, ISNGX achieves a -3.37% return, which is significantly higher than INGIX's -7.12% return. Over the past 10 years, ISNGX has underperformed INGIX with an annualized return of 7.85%, while INGIX has yielded a comparatively higher 13.30% annualized return.


ISNGX

1D
-0.82%
1M
-6.41%
YTD
-3.37%
6M
-1.31%
1Y
10.29%
3Y*
10.22%
5Y*
5.05%
10Y*
7.85%

INGIX

1D
-0.41%
1M
-7.69%
YTD
-7.12%
6M
-6.05%
1Y
12.51%
3Y*
16.35%
5Y*
10.80%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISNGX vs. INGIX - Expense Ratio Comparison

ISNGX has a 0.20% expense ratio, which is lower than INGIX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ISNGX vs. INGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISNGX
ISNGX Risk / Return Rank: 5252
Overall Rank
ISNGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISNGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISNGX Omega Ratio Rank: 5959
Omega Ratio Rank
ISNGX Calmar Ratio Rank: 3636
Calmar Ratio Rank
ISNGX Martin Ratio Rank: 4646
Martin Ratio Rank

INGIX
INGIX Risk / Return Rank: 2121
Overall Rank
INGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
INGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
INGIX Omega Ratio Rank: 3030
Omega Ratio Rank
INGIX Calmar Ratio Rank: 88
Calmar Ratio Rank
INGIX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISNGX vs. INGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Solution 2030 Portfolio (ISNGX) and Voya U.S. Stock Index Portfolio (INGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ISNGXINGIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.65

+0.43

Sortino ratio

Return per unit of downside risk

1.60

1.10

+0.50

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

0.98

0.13

+0.85

Martin ratio

Return relative to average drawdown

4.63

0.50

+4.13

ISNGX vs. INGIX - Sharpe Ratio Comparison

The current ISNGX Sharpe Ratio is 1.08, which is higher than the INGIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ISNGX and INGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISNGXINGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.65

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.65

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.74

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.43

+0.33

Correlation

The correlation between ISNGX and INGIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ISNGX vs. INGIX - Dividend Comparison

ISNGX's dividend yield for the trailing twelve months is around 4.82%, less than INGIX's 11.48% yield.


TTM20252024202320222021202020192018201720162015
ISNGX
Voya Solution 2030 Portfolio
4.82%4.66%1.93%4.47%24.73%2.71%5.51%7.92%8.00%2.37%0.77%5.93%
INGIX
Voya U.S. Stock Index Portfolio
11.48%10.66%9.12%11.02%12.95%10.29%5.21%6.82%8.29%6.30%7.74%11.51%

Drawdowns

ISNGX vs. INGIX - Drawdown Comparison

The maximum ISNGX drawdown since its inception was -27.75%, smaller than the maximum INGIX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for ISNGX and INGIX.


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Drawdown Indicators


ISNGXINGIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-55.38%

+27.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-12.10%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-24.69%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.75%

-33.84%

+6.09%

Current Drawdown

Current decline from peak

-6.52%

-9.53%

+3.01%

Average Drawdown

Average peak-to-trough decline

-3.76%

-8.22%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

4.99%

-3.16%

Volatility

ISNGX vs. INGIX - Volatility Comparison

The current volatility for Voya Solution 2030 Portfolio (ISNGX) is 2.65%, while Voya U.S. Stock Index Portfolio (INGIX) has a volatility of 4.27%. This indicates that ISNGX experiences smaller price fluctuations and is considered to be less risky than INGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISNGXINGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

4.27%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.64%

9.13%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

19.76%

-9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.77%

17.23%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

18.21%

-6.27%